Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1ceedb40-2de6-4469-9279-a255e0fa3ddf/
GFI
Gold Fields Ltd ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.944
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.8
◇
VC2 Cheapest
✗
📐
EBITDA/EV
26.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.2%
💰
High Yield
Div 3.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.73
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
6.8×
P/S
2.3×
P/B
3.9×
E/P
0.1472
FCF Yield
0.272
EBITDA/EV
0.268
SH Yield
0.032
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 6.8x places this firmly in deep value territory. FCF yield of 27.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
0.572
ROA
0.317
Net Margin
0.345
Op Margin
0.534
GPA
0.482
D/E
0.78
Current
1.75
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.991
lower=better
Accruals
-0.112
lower=better
5yr Consist
No
ROE of 57% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
-10.5%
12M Return
55.0%
12-1 Mom
89.8%
Risk-Adj
1.73
Vol 252d
52.0%
Vol 60d
111.7%
↑ Expanding
Max DD 12M
-35.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 90% is very strong — a clear uptrend. Risk-adjusted momentum of 1.73 is excellent — strong returns relative to volatility. Near-term vol (112%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 224 peers
Sector Value %ile
92.4%
Sector Quality %ile
100.0%
P/E z-score
-0.40
P/B z-score
-0.07
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (99th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (88th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (90th). Strong fundamental improvement in a cheap stock.
Hot but Volatile
Strong momentum (88th) but high volatility (52%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (112%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.2% avg (7 factors)
Quality
A
90.9% avg (8 factors)
Momentum
B
71.8% avg (4 factors)
Risk
D
30.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —1 | — | |
| Value %ile | 0.900 | —1 | — | |
| Quality %ile | 0.990 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.839 | —1 | — | |
| Volatility | 0.520 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.79
Earnings Yield (E/P)
0.1472
Price / Sales
2.34
Price / Book
3.88
Price / Cash Flow
5.02
FCF Yield
27.2%
EBITDA / EV
26.8%
Sales Yield (1/P·S)
0.4133
Shareholder Yield
Div + net buyback / mktcap
3.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
57.2%
Return on Assets
31.7%
Net Margin
34.5%
Operating Margin
53.4%
Gross Profit / Assets
Novy-Marx GPA
48.2%
Debt / Equity
0.78
Current Ratio
1.75
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.112
MomentumPrice trend strength over different horizons
6M Return
-10.5%
12M Return
55.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
89.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.73
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.991
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
3.2%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity